Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794844.28 | 681186.8784 | 113657.4016 | 2108890.9838 | 1115051.6385 | 993839.3453 |
Total P&L (%) | 794.8443 | 681.1869 | 113.6574 | 2108.891 | 1115.0516 | 993.8393 |
Avg Daily Profit (%) | 0.4302 | 0.3687 | 0.0615 | 0.1677 | 0.1353 | 0.1296 |
Buy And Hold Return (%) | 92.9751 | 92.9751 | 92.9751 | 92.9751 | 92.9751 | 92.9751 |
Max Trade Drawdown | -147542 | -121883 | -73141 | -4518833 | -3676575 | -2609895 |
Profit Factor | 1.9753 | 2.5227 | 1.3092 | 1.1178 | 1.1031 | 1.14 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 55.7047 | 55.4054 | 56 | 55.7047 | 55.4054 | 56 |
Ratio Avg Win / Avg Loss | 1.5707 | 2.0305 | 1.0286 | 0.8888 | 0.8879 | 0.8957 |
Largest Winning Trade | 446122 | 446122 | 42663 | 1234757 | 1234757 | 925006 |
Largest Losing Trade | -35917 | -35298 | -35917 | -1531183 | -1531183 | -1101516 |
Avg Bars in Trades | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 17 | 25 | 10 | 17 | 25 | 10 |
Bars Traded | 3552 | 2143 | 1409 | 3552 | 2143 | 1409 |
Profit Streak | 15.7226 | 0 | 35.2226 | 15.7226 | 0 | 35.2226 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566986 | -48913 | -262293 | -82916 | -183975 | -142904 |
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{ "first_band": { "type": "alma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 137, "offset": 0, "multiplier": 2.93553 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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